+6,646.7%
CB vs GPC
+1,591.8%
+5,054.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | +0.5% | +1.2% | -0.7% | -0.1% |
| 30D | -3.1% | +6.0% | -9.1% | -5.8% |
| 3M | +9.0% | +42.6% | -33.7% | -9.0% |
| 6M | +2.9% | +22.8% | -19.9% | -8.3% |
| YTD | +10.1% | +15.5% | -5.3% | -0.2% |
| 1Y | +22.8% | +2.0% | +20.7% | +17.8% |
| 3Y | +73.8% | -1.4% | +75.2% | +61.5% |
| 5Y | +99.2% | +30.6% | +68.6% | +56.2% |
| 10Y | +218.2% | +80.6% | +137.6% | +98.2% |
| All | +6,646.7% | +1,591.8% | +5,054.8% | +1,395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling